To implement MDM for personal devices that run Windows 11, you should use Azure AD registered. Azure AD registered devices are devices that are connected to your organization’s resources using a personal device and a personal account. You can manage these devices by using Microsoft Intune and enable seamless access to company data. Users can only sign in to their personal devices by using their personal account, not their organizational account. Azure AD registered devices support Windows 10 or newer, iOS, Android, macOS, and Ubuntu 20.04/22.04 LTS1.

The other options are not suitable for this scenario because:

Hybrid Azure AD join is for corporate-owned and managed devices that are joined to both on-premises Active Directory and Azure AD. Users can sign in to these devices by using their organizational account that exists in both directories2.

AD joined is for devices that are joined only to on-premises Active Directory. These devices are not managed by Microsoft Intune and do not have access to cloud resources3.

References: What are Azure AD registered devices?, What are hybrid Azure AD joined devices?, What is an Active Directory domain join?